Google does not implement regex search support because they said somewhere that the data storage needed for the index would be huge. And since regex search is used only by a small subset of users, it is not worth the effort.
This does not do what you think it does. It takes a regular expression and an input and applies that regular expression to that input. It doesn't search the web using the regex.
IIRC "security" plays important role here too, because using regexps you can much easier find sensitive data, or to be precise: context (neighborhood) of sensitive data.
